+113.2%
F vs HUT
+422.3%
-309.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +1.0% |
| 7D | +5.3% | +17.8% | -12.5% | +4.0% |
| 30D | +4.6% | +0.8% | +3.7% | +4.3% |
| 3M | -3.7% | -26.8% | +23.1% | -2.3% |
| 6M | +16.8% | +72.6% | -55.7% | +10.1% |
| YTD | +15.3% | +103.6% | -88.3% | +6.6% |
| 1Y | +31.0% | +265.3% | -234.3% | +14.3% |
| 3Y | +45.4% | +689.4% | -644.0% | +12.9% |
| 5Y | +54.7% | +75.3% | -20.7% | +20.6% |
| All | +113.2% | +422.3% | -309.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling